| Working Paper |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A COINTEGRATION ANALYSIS OF THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE |
0 |
0 |
0 |
0 |
0 |
1 |
4 |
33 |
| A MULTIVARIATE I(2) COINTEGRATION ANALYSIS OF GERMAN HYPERINFLATION |
1 |
8 |
35 |
95 |
6 |
21 |
76 |
238 |
| A cointegration approach to the lead-lag effect among size-sorted equity portfolios |
3 |
9 |
33 |
105 |
6 |
16 |
66 |
234 |
| Asset allocation in the Athens Stock Exchange: A variance sensitivity analysis |
4 |
6 |
31 |
122 |
11 |
23 |
95 |
507 |
| Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece |
0 |
0 |
0 |
0 |
0 |
1 |
5 |
34 |
| Black and Official Exchange Rates in Greece: An Analysis of their long-run dynamics |
0 |
0 |
0 |
0 |
4 |
13 |
50 |
86 |
| COINTEGRATION AND MARKET EFFICIENCY: A Time Series Analysis of the Greek Drachma |
0 |
0 |
0 |
0 |
1 |
1 |
9 |
35 |
| COINTEGRATION TESTS OF FORWARD MARKET EFFICIENCY DURING THE 1920s |
0 |
0 |
0 |
0 |
1 |
2 |
13 |
54 |
| COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN-U.S. DOLLAR, 1970 - 1994 |
0 |
0 |
0 |
0 |
1 |
4 |
13 |
50 |
| COMMON STOCHASTIC TRENDS IN INTERNATIONAL STOCK MARKETS: TESTING IN AN INTEGRATED FRAMEWORK |
3 |
11 |
51 |
130 |
8 |
24 |
114 |
393 |
| Cointegration, causality and domestic portfolio diversification in the Cyprus Stock Exchange |
4 |
9 |
40 |
155 |
10 |
31 |
141 |
466 |
| Common Stochastic Trends among the Cyprus Stock Exchange and the ASE, LSE and NYSE |
2 |
3 |
31 |
110 |
8 |
28 |
136 |
605 |
| Conditional autoregressive valu at risk by regression quantile: Estimatingmarket risk for major stock markets |
0 |
2 |
21 |
69 |
3 |
9 |
51 |
199 |
| EXCHANGE RATE DETERMINATION: EMPIRICAL FOR THE GREEK DRACHMA |
0 |
0 |
0 |
0 |
3 |
6 |
18 |
71 |
| EXCHANGE RATES, INTEREST RATES, BUDGET DEFECITS, MONEY AND CURRENT ACCOUNT INTERRELATIONSHIPS IN GREECE: Evidence from Vector Autoregressions |
0 |
0 |
0 |
0 |
1 |
2 |
12 |
77 |
| Expectations and black market premium for Dollars in Greece |
0 |
0 |
0 |
0 |
2 |
5 |
11 |
40 |
| IDENTIFYING LINEAR RESTRICTIONS ON THE MONETARY EXCANGE RATE MODEL AND THE UNCOVERED INTEREST PARITY: COINTEGRATION EVEDENCE FROM THE CANADIAN - U.S. DOLLAR |
0 |
0 |
0 |
1 |
3 |
6 |
15 |
169 |
| Interest Parity, the Term Structure and Cointegration: an Integrated Approach |
0 |
0 |
0 |
0 |
0 |
1 |
8 |
29 |
| LONG AND SHORT-RUN LINKAGES IN CEE STOCK MARKETS: IMPLICATIONS FOR PORTFOLIO DIVERSIFICATION AND STOCK MARKET INTEGRATION |
1 |
2 |
24 |
86 |
4 |
12 |
58 |
237 |
| LONG-RUN PURCHASING POWER PARITY: HOW SURE ARE WE THAT COINTEGRATION EXISTS? |
0 |
0 |
0 |
0 |
6 |
8 |
22 |
49 |
| Long-run purchasing power parity and structural change: The official and parallel market for foreign currency in Greece |
0 |
0 |
0 |
0 |
0 |
2 |
8 |
31 |
| Mean and Variance Causality of Black and Official Exchange Rates: Evidence from four Latin American Countries |
0 |
0 |
0 |
0 |
0 |
0 |
3 |
24 |
| Mean and variance causality between the Cyprus Stock Exchange and major equity markets |
0 |
1 |
5 |
50 |
3 |
7 |
24 |
220 |
| Mean and variance causality between the Cyprus Stock Exchange and major equity markets |
1 |
1 |
11 |
47 |
7 |
13 |
48 |
209 |
| Regime Switching and Artificial Neural Network Forecasting |
0 |
4 |
16 |
105 |
4 |
13 |
47 |
262 |
| Regime Switching and Artificial Neural Network Forecasting of the Cyprus Stock Exchange Daily Returns |
3 |
4 |
21 |
136 |
4 |
11 |
52 |
348 |
| TEMPORAL AGGREGATION IN STRUCTURAL VAR MODELS |
0 |
0 |
0 |
0 |
1 |
4 |
18 |
65 |
| TESTING A MODEL OF TRADE UNION BEHAVIOUR FOR THE GREEK MANUFACTURING SPECTOR: Long - run relationships, Short-run dynamics and Temporal Stability |
0 |
0 |
0 |
0 |
0 |
0 |
6 |
40 |
| THE CANADIAN - U.S. DOLLAR AND PURCHASING POWER PARITY DURING THE RECENT FLOAT: TESTING THE ALTERNATIVE HYPOTHESES OF COINTEGRATION AND NO COINTEGRATION |
0 |
0 |
0 |
1 |
3 |
9 |
28 |
111 |
| THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, COEFFICIENT RESTRICTIONS AND TEMPORAL STABILITY OF THE GREEK DRACHMA |
0 |
0 |
0 |
0 |
2 |
5 |
18 |
46 |
| THE MONETARY APPROACH TO THE EXCHANGE RATE: LONG-RUN RELATIONSHIPS, IDENTIFICATION AND TEMPORAL STABILITY |
0 |
0 |
0 |
0 |
2 |
4 |
11 |
48 |
| THE MONETARY EXCHANGE RATE MODEL: FRAGILE EVIDENCE FROM COINTEGRATION TESTS |
0 |
0 |
0 |
0 |
1 |
2 |
7 |
34 |
| THE POUND STERLING AND FRANC POINCARE IN THE 1920S: LONG-RUN RELATIONSHIPS, SPECULATION AND TEMPORAL STABILITY |
0 |
0 |
0 |
0 |
2 |
4 |
14 |
55 |
| Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece |
2 |
3 |
21 |
76 |
4 |
7 |
61 |
196 |
| The Monetary Approach in the Presence of I(2) Components: A Cointegration Analysis of the Official and Black Market for Foreign Currency in Latin America |
0 |
1 |
10 |
26 |
2 |
11 |
40 |
142 |
| The Monetary Model in the Presence of I (2) Components: A Cointegration Analysis |
0 |
0 |
0 |
0 |
0 |
1 |
3 |
22 |
| Value-at-Risk for long and short trading positions: The case of the Athens Stock Exchange |
2 |
5 |
19 |
105 |
4 |
18 |
78 |
329 |
| Volatility Spillovers between the Black and Official Market for foreign Currency in Greece |
0 |
0 |
0 |
0 |
2 |
4 |
13 |
43 |
| WAGE SETTING, TAXES AND DEMAND FOR LABOUR IN GREECE: A Multivariate Aanalysis of Cointegration Relationships |
0 |
0 |
0 |
0 |
0 |
3 |
12 |
58 |
| Total Working Papers |
26 |
69 |
369 |
1,419 |
119 |
332 |
1,408 |
5,889 |
| Journal Article |
File Downloads |
Abstract Views |
| Last month |
3 months |
12 months |
Total |
Last month |
3 months |
12 months |
Total |
| A Cointegration Analysis of the Official and Parallel Foreign Exchange Markets for Dollars in Greece |
0 |
0 |
4 |
88 |
2 |
3 |
15 |
269 |
| A Multivariate I (2) cointegration analysis of German hyperinflation |
1 |
2 |
5 |
40 |
1 |
3 |
18 |
160 |
| A cointegration approach to the lead-lag effect among size-sorted equity portfolios |
1 |
6 |
18 |
63 |
2 |
12 |
46 |
163 |
| Black and Official Exchange Rate Volatility and Foreign Exchange Controls: Evidence from Greece |
0 |
2 |
5 |
86 |
1 |
6 |
23 |
561 |
| Black and official exchange rates in Greece: an analysis of their long-run dynamics |
0 |
0 |
1 |
16 |
1 |
1 |
6 |
175 |
| COINTEGRATION TESTS OF THE MONETARY EXCHANGE RATE MODEL: THE CANADIAN - U.S. DOLLAR, 1970--1994 |
1 |
1 |
6 |
33 |
1 |
3 |
14 |
99 |
| COMMON STOCHASTIC TRENDS AMONG THE CYPRUS STOCK EXCHANGE AND THE ASE, LSE AND NYSE |
1 |
1 |
5 |
5 |
3 |
7 |
21 |
21 |
| Cointegration and Market Efficiency: A Time Series Analysis of the Greek Drachma |
0 |
0 |
1 |
15 |
0 |
0 |
1 |
67 |
| Dual foreign currency markets and the role of expectations: Evidence from the Pacific Basin countries |
0 |
1 |
3 |
6 |
1 |
3 |
7 |
20 |
| Dynamic modelling of trade union behaviour: Evidence from the Greek manufacturing sector |
0 |
0 |
1 |
9 |
0 |
0 |
2 |
36 |
| Editorial |
0 |
0 |
1 |
2 |
1 |
5 |
13 |
30 |
| Editorial |
0 |
0 |
3 |
5 |
0 |
0 |
4 |
11 |
| Expectations and the black market premium for foreign currency in Greece |
1 |
1 |
8 |
63 |
8 |
14 |
75 |
452 |
| Guest Editorial: Overview of the Special Section on Advances in Macroeconomic Theory and Policy and International Money and Finance |
2 |
4 |
4 |
4 |
3 |
5 |
5 |
5 |
| Identifying Linear Restrictions on the Monetary Exchange Rate Model and the Uncovered Interest Parity: Cointegration Evidence from the Canadian-U.S. Dollar |
0 |
0 |
0 |
0 |
5 |
7 |
10 |
110 |
| LONG-RUN PURCHASING POWER PARITY AND STRUCTURAL CHANGE: THE OFFICIAL AND PARALLEL FOREIGN EXCHANGE MARKETS FOR DOLLARS IN GREECE |
0 |
2 |
11 |
35 |
2 |
10 |
29 |
115 |
| Long-Run Purchasing Power Parity in the 1920s: The Greek Experience |
0 |
0 |
0 |
0 |
0 |
1 |
6 |
65 |
| Modelling the choice of mode and estimation of the value of travel time savings for the case of the Rion-Antirion suspension bridge in Greece |
0 |
0 |
4 |
180 |
0 |
1 |
8 |
805 |
| Overview of the special issue on Euro area expansion: Current state and future prospects |
0 |
1 |
7 |
9 |
1 |
3 |
19 |
24 |
| Overview of the special issue on exchange-rate economics |
0 |
0 |
1 |
32 |
0 |
2 |
7 |
83 |
| Regime dependence between the official and parallel foreign currency markets for US dollars in Greece |
0 |
0 |
4 |
7 |
0 |
0 |
7 |
22 |
| Regime switching and artificial neural network forecasting of the Cyprus Stock Exchange daily returns |
1 |
2 |
27 |
84 |
4 |
11 |
88 |
307 |
| Special issue on advances in international money, macro and finance |
1 |
2 |
7 |
33 |
2 |
8 |
27 |
93 |
| Testing for two-regime threshold cointegration in the parallel and official markets for foreign currency in Greece |
0 |
1 |
3 |
19 |
0 |
1 |
11 |
59 |
| Testing the forward rate unbiasedness hypothesis during the 1920s |
2 |
2 |
13 |
14 |
2 |
3 |
31 |
34 |
| The Canadian Dollar and Purchasing Power Parity during the Recent Float |
0 |
0 |
0 |
0 |
1 |
6 |
37 |
243 |
| The Monetary Approach to the Exchange Rate: Long-Run Relationships, Coefficient Restrictions and Temporal Stability of the Greek Drachma |
0 |
0 |
2 |
17 |
1 |
1 |
7 |
70 |
| The Monetary Approach to the Exchange Rate: Long-Run Relationships, Identification and Temporal Stability |
1 |
1 |
1 |
14 |
1 |
1 |
2 |
42 |
| The Monetary Model of the Exchange Rate and the Greek Drachma in the 1920s |
0 |
0 |
1 |
9 |
1 |
1 |
6 |
66 |
| The Pound Sterling and the Franc Poincare in the 1920s: Long-Run Relationships, Speculation and Temporal Stability |
0 |
0 |
2 |
22 |
1 |
3 |
24 |
293 |
| The monetary model in the presence of I(2) components: long-run relationships, short-run dynamics and forecasting of the Greek drachma |
0 |
0 |
3 |
6 |
0 |
0 |
4 |
36 |
| Wage Setting, Taxes, and Demand for Labor in Greece: A Multivariate Analysis of Cointegrating Relationships |
0 |
0 |
2 |
12 |
0 |
1 |
4 |
41 |
| original: Estimation of the value of life saving under uncertainty emanating from transport infrastructure investment A theoretical exposition with an application to the Rion-Antirion suspension bridge in Greece |
0 |
0 |
0 |
36 |
3 |
4 |
10 |
288 |
| Total Journal Articles |
12 |
29 |
153 |
964 |
48 |
126 |
587 |
4,865 |
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